Thread Subject:

optimset

Hello
I am trying to use optimset in matlab.
I could understand that it is used for optimization. There are two terms to use "TolFun" and "TolX".
I could not understand their usage.
Can somebody please explain this with proper example. Its urgent

Thanks

On 12/21/2012 8:20 AM, ankush chaudhary wrote:
> Hello I am trying to use optimset in matlab.
> I could understand that it is used for optimization. There are two
> terms to use "TolFun" and "TolX". I could not understand their usage.
> Can somebody please explain this with proper example. Its urgent
>
> Thanks

Take a look at the documentation:
http://www.mathworks.com/help/optim/ug/setting-options.html#brhv4_o-1

For a more complete listing of options, see
http://www.mathworks.com/help/optim/ug/optimization-options-reference.html#bq47giw

For an example showing the effect of changing tolerances, see
http://www.mathworks.com/help/optim/examples/tutorial-for-the-optimization-toolbox.html

Alan Weiss
MATLAB mathematical toolbox documentation

"ankush chaudhary" wrote in message <kb1nmc$cvl$1@newscl01ah.mathworks.com>...
> Hello
> I am trying to use optimset in matlab.
> I could understand that it is used for optimization. There are two terms to use "TolFun" and "TolX".
> I could not understand their usage.
> Can somebody please explain this with proper example. Its urgent
>
> Thanks

In short:
If from iteration (i-1) to i, the objective function changes by less than TolFun _or_
the solution variables change by less thanTolX, the optimizer will stop after iteration i.

Best wishes
Torsten.